rslsqp

A fast, pure-Rust reimplementation of the classic SLSQP (Sequential Least-Squares Quadratic Programming) optimiser — 1.5× faster than SciPy on average, up to 2.5× on constraint-heavy problems — with seamless Python bindings via PyO3.

Drop-in replacement for scipy.optimize.minimize(method='SLSQP'). Change one import line — get a faster solver.

✨ Features

• 🚀 1.5× faster than SciPy — benchmarked across 12 problems (Rosenbrock, portfolio optimisation, constrained quadratics, nonlinear least-squares). Up to 2.5× faster on large, constraint-heavy problems.
• 🦀 Pure-Rust solver core — the entire iteration loop, BFGS update, QP sub-problem, and line-search run in compiled Rust; only objective/gradient callbacks cross the Python boundary.
• 🔌 Drop-in SciPy replacement — from rslsqp import minimize works exactly like scipy.optimize.minimize(method='SLSQP').
• 🐍 Pythonic OO interface — SlsqpSolver with analytic or finite-difference gradients, iteration callbacks, and user-triggered abort.
• 🧮 Optional BLAS acceleration — link against macOS Accelerate or Linux OpenBLAS for even faster Level-1 / LAPACK operations.
• ⚡ Zero-copy where possible — 1-D arrays are shared between NumPy and Rust without copying.

Installation

Requires Python ≥ 3.12, a Rust toolchain, and maturin.

# Clone and build
git clone https://github.com/<you>/rslsqp.git
cd rslsqp
uv sync
uv run maturin develop --release          # pure-Rust build
# — or —
uv run maturin develop --release --features blas   # with BLAS/Accelerate

Runtime dependency: NumPy ≥ 2.4. For tests and benchmarks: SciPy ≥ 1.17.

Quick start

import numpy as np
from rslsqp import SlsqpSolver, GradientMode

def func(x):
    f = 100 * (x[1] - x[0]**2)**2 + (1 - x[0])**2
    c = np.array([1 - x[0]**2 - x[1]**2])   # inequality: c >= 0
    return f, c

def grad(x):
    g = np.array([
        -400 * (x[1] - x[0]**2) * x[0] - 2 * (1 - x[0]),
         200 * (x[1] - x[0]**2),
    ])
    a = np.array([[-2 * x[0], -2 * x[1]]])
    return g, a

solver = SlsqpSolver(
    func=func, grad=grad,
    xl=np.array([-1.0, -1.0]),
    xu=np.array([ 1.0,  1.0]),
    m=1, meq=0,
)
result = solver.optimize(np.array([0.1, 0.1]))
print(result.x, result.fun, result.success)

SciPy-compatible interface

rslsqp.minimize is a drop-in replacement for scipy.optimize.minimize(method='SLSQP'). It accepts the same arguments and returns a compatible OptimizeResult:

from rslsqp import minimize

result = minimize(
    fun, x0,
    jac=jac,                 # callable, True, '2-point', '3-point'
    bounds=bounds,           # sequence of (lo, hi) or scipy.optimize.Bounds
    constraints=constraints, # list of {'type': 'eq'/'ineq', 'fun': …, 'jac': …}
    options={'maxiter': 200, 'ftol': 1e-10},
)
print(result.x, result.fun, result.nit, result.success)

Switching from SciPy requires changing only the import line:

- from scipy.optimize import minimize
+ from rslsqp import minimize

API overview

Enums

Classes

Benchmark: rslsqp vs SciPy SLSQP

All benchmarks run with the blas feature enabled (macOS Accelerate on Apple Silicon). Both solvers receive identical analytic gradients so the comparison isolates solver-core overhead.

Environment: Python 3.12, NumPy 2.4, SciPy 1.17 — Apple Silicon (arm64), macOS — release build with --features blas — 10 timed runs, 2 warm-up, maxiter=500, ftol=1e-10.

Geometric mean speedup: 1.54×

The advantage grows with problem size and constraint count — for constraint-heavy problems at n = 100–200 the Rust core is 2–2.5× faster than SciPy's Fortran-based SLSQP.

To reproduce:

uv run maturin develop --release --features blas
uv run python benchmarks/benchmark.py

BLAS acceleration (optional)

On macOS (Accelerate) or Linux (OpenBLAS), build with the blas feature for faster BLAS Level 1 operations and LAPACK-accelerated QR:

uv run maturin develop --release --features blas

Development

# Install in editable mode (requires maturin + uv)
uv sync
uv run maturin develop --release

# Run tests
uv run pytest

# Run benchmarks
uv run python benchmarks/benchmark.py

A justfile is provided for common tasks:

just release          # build in release mode
just release-blas     # build with BLAS/Accelerate
just test             # run Rust + Python tests
just benchmark-blas   # benchmark with BLAS enabled
just lint             # lint Rust + Python
just fmt              # format all code

Licence

BSD-3-Clause — see LICENSE for details.

Based on the SLSQP algorithm by Dieter Kraft (1988), modernised in Fortran by Jacob Williams (slsqp, BSD-3-Clause).